Uses of Package
net.finmath.finitedifference.assetderivativevaluation.products
Packages that use net.finmath.finitedifference.assetderivativevaluation.products
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
Package net.finmath.finitedifference.assetderivativevaluation.models.
Package net.finmath.finitedifference.assetderivativevaluation.products.
Package net.finmath.finitedifference.solvers.
Package net.finmath.finitedifference.solvers.adi.
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Classes in net.finmath.finitedifference.assetderivativevaluation.products used by net.finmath.finitedifference.assetderivativevaluation.boundariesClassDescriptionInterface for products valued by a finite-difference equity model.
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Classes in net.finmath.finitedifference.assetderivativevaluation.products used by net.finmath.finitedifference.assetderivativevaluation.modelsClassDescriptionInterface for products valued by a finite-difference equity model.
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Classes in net.finmath.finitedifference.assetderivativevaluation.products used by net.finmath.finitedifference.assetderivativevaluation.productsClassDescriptionFinite-difference valuation of a European cash-or-nothing digital option on two assets.Type of two-asset digital payoff.Enumeration of supported exercise styles for finite-difference products.Equity finite-difference products with vector-level event conditions.Interface for products valued by a finite-difference equity model.Optional product-side internal state constraint for finite-difference solvers.Interface for one-dimensional finite-difference knock-in products.Finite-difference valuation of a single-barrier cash touch option.
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Classes in net.finmath.finitedifference.assetderivativevaluation.products used by net.finmath.finitedifference.solversClassDescriptionInterface for products valued by a finite-difference equity model.Interface for one-dimensional finite-difference knock-in products.
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Classes in net.finmath.finitedifference.assetderivativevaluation.products used by net.finmath.finitedifference.solvers.adiClassDescriptionInterface for products valued by a finite-difference equity model.